Seasonal Trading with Moving Average RSI Signals

Summary

This strategy combines a moving average and RSI to generate trades within a chosen calendar window. It calculates an RSI on the moving average, enters long when RSI crosses above its lower threshold, and enters short when RSI crosses below its upper threshold. Month and day settings are intended to restrict trading to periods associated with seasonal behavior.

The document describes adjustable indicator and calendar parameters, and lists a BTC/USDT futures backtest setup covering roughly one month of 2023. It provides no performance results or evidence that the seasonal effect persists. The source logic does not appear to apply the month and day filters described in the prose, so the claimed seasonal restriction may not be implemented. False signals, parameter sensitivity, and reversals are acknowledged risks; historical testing and risk controls are suggested, but no validated settings are established.

Key ideas

• The strategy computes RSI from a moving average to identify threshold crossings.
• It opens long positions above the lower RSI band and short positions below the upper band.
• Calendar ranges are presented as a way to focus trades on seasonal periods.
• The document warns that false signals, reversals, and poorly chosen parameters can undermine results.
• The published setup gives a brief BTC/USDT futures test window but reports no performance outcomes.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.